David Wozabal

According to our database, David Wozabal authored at least 22 papers between 2005 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Stochastic dual dynamic programming for optimal power flow problems under uncertainty.

Adriana Kiszka, David Wozabal

Eur. J. Oper. Res., 2025

2023

Intraday power trading: toward an arms race in weather forecasting?

Thomas Kuppelwieser, David Wozabal

OR Spectr., March, 2023

Risk-Averse Bargaining in a Stochastic Optimization Context.

Walter J. Gutjahr, Raimund M. Kovacevic, David Wozabal

Manuf. Serv. Oper. Manag., January, 2023

The Value of Coordination in Multimarket Bidding of Grid Energy Storage.

Nils Löhndorf, David Wozabal

Oper. Res., January, 2023

2022

A stability result for linear Markovian stochastic optimization problems.

Adriana Kiszka, David Wozabal

Math. Program., 2022

2021

Envelope Theorems for Multistage Linear Stochastic Optimization.

Gonçalo Terça, David Wozabal

Oper. Res., 2021

Renewable auctions: Bidding for real options.

David Matthäus, Sebastian Schwenen, David Wozabal

Eur. J. Oper. Res., 2021

Gas storage valuation in incomplete markets.

Nils Löhndorf, David Wozabal

Eur. J. Oper. Res., 2021

2020

Special Issue: On the interface between optimization and probability.

Raimund M. Kovacevic, Roger J.-B. Wets, David Wozabal

Math. Program., 2020

Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity.

David Wozabal, Gunther Rameseder

Eur. J. Oper. Res., 2020

2017

How Do Contract Parameters Influence the Economics of Vehicle-to-Grid?

Gerald Broneske, David Wozabal

Manuf. Serv. Oper. Manag., 2017

2016

The effect of intermittent renewables on the electricity price variance.

David Wozabal, Christoph Graf, David Hirschmann

OR Spectr., 2016

Quantitative solutions for future energy systems and markets.

Johann L. Hurink, Rüdiger Schultz, David Wozabal

OR Spectr., 2016

2014

Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach.

David Wozabal

Oper. Res., 2014

2013

Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming.

Nils Löhndorf, David Wozabal, Stefan Minner

Oper. Res., 2013

2012

Value-at-Risk optimization using the difference of convex algorithm.

David Wozabal

OR Spectr., 2012

A framework for optimization under ambiguity.

David Wozabal

Ann. Oper. Res., 2012

2009

Discussion of "The evolution of web-based optimization: From ASP to e-Services".

Ronald Hochreiter, Clemens Wiesinger, David Wozabal

Decis. Support Syst., 2009

Evolutionary estimation of a Coupled Markov Chain credit risk model

Ronald Hochreiter, David Wozabal

CoRR, 2009

Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management.

Ronald Hochreiter, David Wozabal

Proceedings of the Applications of Evolutionary Computing, 2009

2005

Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.

Ronald Hochreiter, Georg Ch. Pflug, David Wozabal

Proceedings of the System Modeling and Optimization, 2005

Large-Scale Computational Finance Applications on the Open Grid Service Environment.

Ronald Hochreiter, Clemens Wiesinger, David Wozabal

Proceedings of the Advances in Grid Computing, 2005